SELCX vs. SPY
Compare and contrast key facts about SEI Institutional Managed Trust Large Cap Growth Fund (SELCX) and State Street SPDR S&P 500 ETF (SPY).
SELCX is managed by BlackRock. It was launched on Dec 20, 1994. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
SELCX vs. SPY - Performance Comparison
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SELCX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SELCX SEI Institutional Managed Trust Large Cap Growth Fund | -5.90% | 17.81% | 32.24% | 39.18% | -28.99% | 25.73% | 34.01% | 33.21% | -0.93% | 28.40% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, SELCX achieves a -5.90% return, which is significantly lower than SPY's -3.65% return. Over the past 10 years, SELCX has outperformed SPY with an annualized return of 15.56%, while SPY has yielded a comparatively lower 14.06% annualized return.
SELCX
- 1D
- 3.75%
- 1M
- -5.56%
- YTD
- -5.90%
- 6M
- -5.23%
- 1Y
- 20.01%
- 3Y*
- 22.22%
- 5Y*
- 11.75%
- 10Y*
- 15.56%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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SELCX vs. SPY - Expense Ratio Comparison
SELCX has a 0.89% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
SELCX vs. SPY — Risk / Return Rank
SELCX
SPY
SELCX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Large Cap Growth Fund (SELCX) and State Street SPDR S&P 500 ETF (SPY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| SELCX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.96 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.49 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 1.53 | +0.20 |
Martin ratioReturn relative to average drawdown | 6.95 | 7.27 | -0.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SELCX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.96 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.70 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.79 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.56 | -0.10 |
Correlation
The correlation between SELCX and SPY is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SELCX vs. SPY - Dividend Comparison
SELCX's dividend yield for the trailing twelve months is around 24.67%, more than SPY's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SELCX SEI Institutional Managed Trust Large Cap Growth Fund | 24.67% | 23.21% | 22.18% | 16.86% | 8.18% | 13.35% | 9.37% | 5.94% | 14.76% | 8.57% | 0.11% | 19.07% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
SELCX vs. SPY - Drawdown Comparison
The maximum SELCX drawdown since its inception was -68.55%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SELCX and SPY.
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Drawdown Indicators
| SELCX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.55% | -55.19% | -13.36% |
Max Drawdown (1Y)Largest decline over 1 year | -12.25% | -12.05% | -0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -34.96% | -24.50% | -10.46% |
Max Drawdown (10Y)Largest decline over 10 years | -34.96% | -33.72% | -1.24% |
Current DrawdownCurrent decline from peak | -11.80% | -5.53% | -6.27% |
Average DrawdownAverage peak-to-trough decline | -22.46% | -9.09% | -13.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.54% | +0.51% |
Volatility
SELCX vs. SPY - Volatility Comparison
SEI Institutional Managed Trust Large Cap Growth Fund (SELCX) has a higher volatility of 6.71% compared to State Street SPDR S&P 500 ETF (SPY) at 5.35%. This indicates that SELCX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SELCX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 5.35% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 11.68% | 9.50% | +2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.79% | 19.06% | +1.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.47% | 17.06% | +8.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.21% | 17.92% | +5.29% |